+8,017.8%
AMD vs EFA
+141.9%
+7,875.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +6.7% |
| 7D | +10.0% | +1.2% | +8.8% | +7.9% |
| 30D | +4.6% | -0.7% | +5.4% | +5.9% |
| 3M | +3.1% | +6.4% | -3.3% | -5.0% |
| 6M | +162.8% | +11.4% | +151.4% | +128.8% |
| YTD | +136.2% | +14.0% | +122.2% | +98.8% |
| 1Y | +234.0% | +20.2% | +213.8% | +160.9% |
| 3Y | +376.7% | +68.2% | +308.5% | +132.1% |
| 5Y | +376.3% | +54.8% | +321.5% | +171.4% |
| 10Y | +8,017.8% | +142.4% | +7,875.4% | +2,679.8% |
| All | +8,017.8% | +141.9% | +7,875.9% | +2,679.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EFA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling